Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,74% | 1,41 CHF | 1,42 CHF | 124 000 | 124 000 | 55 094 | 55 094 | 76 392 CHF | 76 944 CHF | 99,90% | 99,90% |
19/11/2024 | 0,76% | 1,36 CHF | 1,37 CHF | 122 000 | 122 000 | 53 231 | 53 231 | 71 772 CHF | 72 305 CHF | 100,00% | 100,00% |
18/11/2024 | 1,22% | 1,35 CHF | 1,36 CHF | 122 000 | 122 000 | 53 571 | 53 571 | 69 369 CHF | 70 063 CHF | 99,90% | 99,90% |
15/11/2024 | 1,22% | 1,26 CHF | 1,27 CHF | 118 000 | 118 000 | 47 070 | 47 070 | 59 262 CHF | 59 831 CHF | 99,45% | 99,45% |
14/11/2024 | 1,22% | 1,26 CHF | 1,27 CHF | 118 000 | 118 000 | 53 081 | 53 081 | 66 906 CHF | 67 595 CHF | 100,00% | 100,00% |
13/11/2024 | 1,24% | 1,25 CHF | 1,26 CHF | 118 000 | 118 000 | 53 084 | 53 084 | 65 945 CHF | 66 634 CHF | 100,00% | 100,00% |
12/11/2024 | 1,23% | 1,25 CHF | 1,26 CHF | 118 000 | 118 000 | 53 100 | 53 100 | 66 270 CHF | 66 960 CHF | 99,85% | 99,85% |
11/11/2024 | 1,23% | 1,24 CHF | 1,25 CHF | 118 000 | 118 000 | 52 928 | 52 928 | 66 140 CHF | 66 829 CHF | 99,53% | 99,53% |
08/11/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 120 000 | 120 000 | 54 197 | 54 197 | 68 537 CHF | 69 080 CHF | 99,44% | 99,44% |
07/11/2024 | 0,90% | 1,26 CHF | 1,27 CHF | 120 000 | 120 000 | 52 351 | 52 351 | 66 029 CHF | 66 579 CHF | 99,90% | 99,90% |